Decomposition of risk for small size and low book-to-market stocks
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DOI: 10.1057/s41260-023-00329-w
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More about this item
Keywords
Distress risk; Long–short portfolio; 3-Factor model;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G40 - Financial Economics - - Behavioral Finance - - - General
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